SAS: White Heteroskedasticity-Consistent Standard Errors Wanted

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Article #680

#680

From: Ivo Welch
Date: Tue, 29 Dec 1992 06:24

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Is there  a  routine  that  produces  White   Heteroskedasticity
consistent standard errors for regressions in SAS?

/ivo welch

PS: Actually, this  is a pretty basic  correction, used  in many
papers   in  my area.   Without  something equivalent (e.g.    a
jack-knife), SAS regression results are almost unpublishable.

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Path: arc1-ca.pugleaf.net!sparky!uunet!usc!elroy.jpl.nasa.gov!ucla-cs!ucla-mic!agsm!iwelch
From: iwelch@agsm.ucla.edu (Ivo Welch)
Subject: SAS: White Heteroskedasticity-Consistent  Standard Errors Wanted
Message-ID: <1992Dec28.222415.19246@mic.ucla.edu>
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Organization: UCLA, Anderson Graduate School Of Management
Date: 28 Dec 92 22:24:15 PST
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